Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47935.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46540.67 Kr¶

PnL: ---------------------------------------> -347.9 Kr¶

DD now: ---------------------------------> -1.428 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:09:28.936159'

Anic Portfolio¶

Today¶

Return: 0.846 %¶

This Week¶

Return: 0.846 %¶

Total¶

Return: 56.929 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.160000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 0.250000 2800.000000 164.000000 6.220000 2636.000010
Corem Property Group B 59 2.110000 656.670000 79.670000 13.810000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.460000 431.200000 76.200000 21.460000 355.000000
FM Mattsson Mora Group B 50 1.690000 3000.000000 73.000000 2.490000 2927.000000
HMS Networks 2 0.560000 716.000000 43.000000 6.390000 673.000000
Boozt 12 0.930000 1686.000000 32.000000 1.930000 1653.999996
Nordea Bank Abp 29 0.890000 3480.000000 26.000000 0.750000 3453.999992
Essity A 4 1.380000 1174.000000 25.000000 2.180000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.930000 261.600000 15.600000 6.340000 246.000000
Intrum 4 1.880000 542.400000 15.400000 2.920000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Midsona B 63 0.850000 597.240000 14.240000 2.440000 582.999984
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Essity B 2 1.770000 586.600000 12.600000 2.200000 574.000000
OEM International B 7 0.650000 540.400000 12.400000 2.350000 527.999997
Norva24 Group 16 -0.060000 552.960000 9.960000 1.830000 543.000000
Resurs Holding 22 -0.340000 583.000000 9.000000 1.570000 573.999998
Coor Service Management Hold. 8 -1.470000 538.000000 6.000000 1.130000 532.000000
MedCap 2 0.470000 426.000000 5.000000 1.190000 421.000000
Handelsbanken A 5 0.870000 550.500000 4.500000 0.820000 546.000000
AcadeMedia 12 -0.040000 561.120000 4.120000 0.740000 557.000004
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Securitas B 6 0.530000 566.640000 -3.360000 -0.590000 570.000000
Swedbank A 3 -0.640000 557.400000 -6.600000 -1.170000 564.000000
CTEK 13 0.900000 522.600000 -11.400000 -2.130000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 0.900000 3312.000000 -65.000000 -1.920000 3377.000000
International Petroleum Corp. 5 0.670000 524.000000 -70.570000 -11.870000 594.565215
Vivesto 1368 -0.620000 530.240000 -82.760000 -13.500000 612.999432
Sampo Oyj SDB 7 0.000000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 1.880000 1563.300000 -100.700000 -6.050000 1663.999992
Axfood 13 0.330000 3567.200000 -188.800000 -5.030000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 0.610000 3486.000000 -325.000000 -8.530000 3810.999990
TOTAL 46540.670000 -347.900000 -1.4278% 46888.564618

Updated:¶

'2023-01-16 09:09:41.375097'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶